Valartis Group Stock Forecast - Double Exponential Smoothing
| VLRT Stock | CHF 11.90 0.30 2.46% |
The Double Exponential Smoothing forecasted value of Valartis Group AG on the next trading day is expected to be 11.95 with a mean absolute deviation of 0.44 and the sum of the absolute errors of 26.36. Valartis Stock Forecast is based on your current time horizon.
At this time the value of rsi of Valartis Group's share price is below 20 . This entails that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using Valartis Group hype-based prediction, you can estimate the value of Valartis Group AG from the perspective of Valartis Group response to recently generated media hype and the effects of current headlines on its competitors.
The Double Exponential Smoothing forecasted value of Valartis Group AG on the next trading day is expected to be 11.95 with a mean absolute deviation of 0.44 and the sum of the absolute errors of 26.36. Valartis Group after-hype prediction price | CHF 11.9 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Valartis |
Valartis Group Additional Predictive Modules
Most predictive techniques to examine Valartis price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Valartis using various technical indicators. When you analyze Valartis charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
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| Overlap Studies | ||
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| Volatility Indicators | ||
| Volume Indicators |
Valartis Group Double Exponential Smoothing Price Forecast For the 24th of January
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Valartis Group AG on the next trading day is expected to be 11.95 with a mean absolute deviation of 0.44, mean absolute percentage error of 0.41, and the sum of the absolute errors of 26.36.Please note that although there have been many attempts to predict Valartis Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Valartis Group's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Valartis Group Stock Forecast Pattern
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Valartis Group Forecasted Value
In the context of forecasting Valartis Group's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Valartis Group's downside and upside margins for the forecasting period are 7.06 and 16.84, respectively. We have considered Valartis Group's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Valartis Group stock data series using in forecasting. Note that when a statistical model is used to represent Valartis Group stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | -0.1066 |
| MAD | Mean absolute deviation | 0.4393 |
| MAPE | Mean absolute percentage error | 0.0377 |
| SAE | Sum of the absolute errors | 26.3552 |
Predictive Modules for Valartis Group
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Valartis Group AG. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Valartis Group After-Hype Price Prediction Density Analysis
As far as predicting the price of Valartis Group at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Valartis Group or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Valartis Group, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Valartis Group Estimiated After-Hype Price Volatility
In the context of predicting Valartis Group's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Valartis Group's historical news coverage. Valartis Group's after-hype downside and upside margins for the prediction period are 7.01 and 16.79, respectively. We have considered Valartis Group's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Valartis Group is slightly risky at this time. Analysis and calculation of next after-hype price of Valartis Group AG is based on 3 months time horizon.
Valartis Group Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Valartis Group is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Valartis Group backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Valartis Group, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.06 | 4.89 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | Any time |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
11.90 | 11.90 | 0.00 |
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Valartis Group Hype Timeline
Valartis Group AG is at this time traded for 11.90on SIX Swiss Exchange of Switzerland. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Valartis is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is at this time at 0.06%. %. The volatility of related hype on Valartis Group is about 0.0%, with the expected price after the next announcement by competition of 11.90. About 77.0% of the company outstanding shares are owned by insiders. The company has Price to Book (P/B) ratio of 0.6. Historically many companies with similar price-to-book (P/B) ratio do better than the market in the long run. Valartis Group AG last dividend was issued on the 16th of May 2019. The entity had 10:1 split on the 16th of July 2001. Assuming the 90 days trading horizon the next anticipated press release will be any time. Check out Historical Fundamental Analysis of Valartis Group to cross-verify your projections.Valartis Group Related Hype Analysis
Having access to credible news sources related to Valartis Group's direct competition is more important than ever and may enhance your ability to predict Valartis Group's future price movements. Getting to know how Valartis Group's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Valartis Group may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| MIKN | Mikron Holding AG | 0.00 | 0 per month | 2.16 | (0.04) | 3.45 | (3.86) | 9.97 | |
| STGN | Starrag Group Holding | 0.00 | 0 per month | 0.00 | (0.07) | 3.33 | (3.65) | 10.37 | |
| STRN | Schlatter Industries AG | 0.00 | 0 per month | 0.00 | (0.04) | 3.96 | (4.76) | 15.66 | |
| ZUBN | Zueblin Immobilien Holding | 0.00 | 0 per month | 2.31 | 0.00 | 5.26 | (4.29) | 12.96 |
Other Forecasting Options for Valartis Group
For every potential investor in Valartis, whether a beginner or expert, Valartis Group's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Valartis Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Valartis. Basic forecasting techniques help filter out the noise by identifying Valartis Group's price trends.Valartis Group Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Valartis Group stock to make a market-neutral strategy. Peer analysis of Valartis Group could also be used in its relative valuation, which is a method of valuing Valartis Group by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Valartis Group Market Strength Events
Market strength indicators help investors to evaluate how Valartis Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valartis Group shares will generate the highest return on investment. By undertsting and applying Valartis Group stock market strength indicators, traders can identify Valartis Group AG entry and exit signals to maximize returns.
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 11.9 | |||
| Day Typical Price | 11.9 | |||
| Price Action Indicator | (0.15) | |||
| Period Momentum Indicator | (0.30) |
Valartis Group Risk Indicators
The analysis of Valartis Group's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Valartis Group's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting valartis stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 3.23 | |||
| Semi Deviation | 4.74 | |||
| Standard Deviation | 5.48 | |||
| Variance | 30.08 | |||
| Downside Variance | 40.23 | |||
| Semi Variance | 22.49 | |||
| Expected Short fall | (4.29) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Valartis Group
The number of cover stories for Valartis Group depends on current market conditions and Valartis Group's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Valartis Group is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Valartis Group's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Valartis Group Short Properties
Valartis Group's future price predictability will typically decrease when Valartis Group's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Valartis Group AG often depends not only on the future outlook of the potential Valartis Group's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Valartis Group's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 3.9 M | |
| Cash And Short Term Investments | 7.5 M |
Additional Tools for Valartis Stock Analysis
When running Valartis Group's price analysis, check to measure Valartis Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Valartis Group is operating at the current time. Most of Valartis Group's value examination focuses on studying past and present price action to predict the probability of Valartis Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valartis Group's price. Additionally, you may evaluate how the addition of Valartis Group to your portfolios can decrease your overall portfolio volatility.